Forecasting Report
by Nicholas Reimold - August 26, 2020 05:04 PM
Methodology
Product
Life of Loan
RNS
Cutoff Methodology
Economic Scenario
Reversion to Mean
Input/Output Reversion
Losses
ScenarioID
UNSECURED
48
48
Life of Loan
Baseline Scenario July 2020
None
Input
416161533
1
Total Losses by Scenario
ID = 1
Window
Product
DQ Status
Number of Accounts
Predicted Losses
ScenarioID
48
UNSECURED
DQ0
582833
$367,399,263
1
48
UNSECURED
DQ30
3301
$12,767,037
1
48
UNSECURED
DQ60
1469
$6,894,068
1
48
UNSECURED
DQ90
1326
$7,744,532
1
48
UNSECURED
DQ120
3268
$21,356,633
1
48
UNSECURED
Overall
592197
$416,161,533
1
Losses over Time
Loss Rates